Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Plan Strategic Asset Allocation – Optimal Moderate | NA | 22.26% | 0.58% | 5.25% | 5.11% | 6.50% | 5.82% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| International Business Machines (IBM) 401K Plus Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.08 | 22.26 | 0.58 | 5.25 | 5.11 | 6.50 | 5.82 | … | … | -0.05 | 6.07 | 9.81 | -15.07 | 7.81 | 15.58 | 18.10 | -7.50 | 12.23 | 9.35 | -2.19 | 6.04 | 7.50 | 13.31 | -0.11 | 15.45 | 22.44 | -25.04 | 3.25 | 14.35 | 9.40 | 15.13 | 22.39 | -3.56 | -1.12 |
| Sharpe Ratio | NA | 0.05 | -0.40 | 0.14 | 0.33 | NA | NA | … | … | -0.02 | -0.07 | 0.65 | -1.25 | 0.91 | 0.84 | 2.66 | -1.02 | 2.80 | 1.11 | -0.26 | 1.05 | 1.00 | 1.78 | -0.01 | 1.37 | 1.23 | -1.10 | 0.03 | 1.38 | 1.02 | 1.71 | 2.62 | -0.40 | -0.31 |
| Standard Deviation(%) | NA | 7.61 | 10.08 | 11.95 | 9.92 | NA | NA | … | … | 6.58 | 7.69 | 8.49 | 13.18 | 8.52 | 18.31 | 6.28 | 8.66 | 4.14 | 8.25 | 8.46 | 5.76 | 7.50 | 7.43 | 13.30 | 11.21 | 18.17 | 23.66 | 9.41 | 8.03 | 7.05 | 8.31 | 8.29 | 11.54 | 11.06 |
| Draw Down(%) | NA | 5.01 | 21.35 | 22.75 | 22.75 | NA | NA | … | … | 0.63 | 4.90 | 9.85 | 21.59 | 5.76 | 22.75 | 2.97 | 13.51 | 1.96 | 5.99 | 10.18 | 5.38 | 8.88 | 6.05 | 12.06 | 8.98 | 18.95 | 38.45 | 6.40 | 8.46 | 4.15 | 9.07 | 4.84 | 16.33 | 14.71 |
| Yield(%) | NA | 3.18 | 3.21 | 2.94 | 2.60 | NA | NA | … | … | NA | 0.74 | 2.87 | 3.31 | 2.89 | 2.23 | 2.90 | 1.85 | 0.76 | 3.75 | 2.34 | 2.76 | 3.04 | 3.27 | 2.93 | 2.93 | 3.09 | 3.33 | 4.50 | 3.92 | 3.31 | 3.47 | 3.12 | 2.09 | 2.64 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Plan Strategic Asset Allocation – Optimal Moderate |
-9.85%
Feb 2006 – Feb 2009 |
-1.65%
Feb 2004 – Feb 2009 |
3.69%
Oct 2013 – Oct 2023 |
3.72%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Plan Strategic Asset Allocation – Optimal Moderate |
20.97%
Feb 2009 – Feb 2012 |
15.28%
Feb 2009 – Feb 2014 |
9.71%
Feb 2009 – Feb 2019 |
8.25%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart